Credit risk: Difference between revisions
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imported>Doug Williamson (Link with Capital risk.) |
imported>Doug Williamson (Link with MCT page.) |
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* [[Event risk]] | * [[Event risk]] | ||
* [[Exchange-for-value system]] | * [[Exchange-for-value system]] | ||
* [[MCT]] | |||
* [[Pre-settlement risk]] | * [[Pre-settlement risk]] | ||
* [[Price risk]] | * [[Price risk]] | ||
Revision as of 16:14, 22 November 2014
- The risk that a counterparty will not settle an obligation for full value, either when due or at any time thereafter. In exchange-for-value settlement systems, the risk is generally defined to include both replacement cost risk and principal risk.
- A weighted measure reflecting both the maximum possible amount of the credit loss (also known as the credit exposure), and the likelihood of such loss.
See also
- Banker's payment
- Covenant
- Credit default swap
- Credit derivative
- Credit exposure
- Capital risk
- Event risk
- Exchange-for-value system
- MCT
- Pre-settlement risk
- Price risk
- Prime bank
- Principal risk
- Replacement cost risk
- Risk mitigation
- Sovereign risk
